+832.8%
SRE vs VNQ
+386.3%
+446.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -0.8% | -1.3% | +0.4% | -0.3% |
| 30D | -3.0% | -2.6% | -0.4% | -1.8% |
| 3M | -8.3% | -2.0% | -6.3% | -7.5% |
| 6M | -8.9% | +4.3% | -13.2% | -10.7% |
| YTD | -4.3% | +9.2% | -13.5% | -8.1% |
| 1Y | +2.7% | +5.6% | -2.9% | +0.1% |
| 3Y | +28.7% | +30.8% | -2.2% | +13.5% |
| 5Y | +47.1% | +8.0% | +39.2% | +40.6% |
| 10Y | +121.7% | +63.7% | +58.0% | +78.9% |
| All | +832.8% | +386.3% | +446.6% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling